#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Times;
using Cephei.QL;
namespace Cephei.QL.Termstructures
{
    /// <summary> 
	/// ! This abstract class defines the interface of concrete credit structures which will be derived from this one.  \ingroup defaultprobabilitytermstructures
	/// </summary>
    [Guid ("A8C07786-6186-4766-B637-7DB682AA3661"),ComVisible(true)]
	public interface IDefaultProbabilityTermStructure : Cephei.QL.ITermStructure
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double DefaultDensity(Double t, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Double DefaultProbability(Double t1, Double t2, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapo);
        /// <summary> 
		/// 
		/// </summary>
		 Double DefaultProbability(DateTime d1, DateTime d2, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Double DefaultProbability(Double t, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Double DefaultProbability(DateTime d, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<DateTime> JumpDates {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double SurvivalProbability(Double t, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// ASC09130 Moved from hpp inline definitions
		/// </summary>
		 Double SurvivalProbability(DateTime d, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Double> JumpTimes {get;}
        /// <summary> 
		/// 
		/// </summary>
		 IDefaultProbabilityTermStructure Update {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double DefaultDensity(DateTime d, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Double HazardRate(Double t, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Double HazardRate(DateTime d, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
    }   

    /// <summary> 
	/// ! This abstract class defines the interface of concrete credit structures which will be derived from this one.  \ingroup defaultprobabilitytermstructures Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IDefaultProbabilityTermStructure_Factory : INativeCollection_Factory<IDefaultProbabilityTermStructure>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary>
        /// Create a hybrid Vector of IDefaultProbabilityTermStructure, with event notification of changes
        /// </summary>
        /// <returns>a new Vector&ltIDefaultProbabilityTermStructure&gt</returns>
        IVector<IDefaultProbabilityTermStructure> CreateVector();
        /// <summary>
        /// Create a hybrid Vector of ICell of IDefaultProbabilityTermStructure, with event notification of changes
        /// </summary>
        /// <returns>a new ICell&ltIVector&ltI&ltIDefaultProbabilityTermStructure&gt&gt&gt</returns>
        ICoCell<IVector<ICoCell<IDefaultProbabilityTermStructure>>> CreateCellVector();
        IVector<IDefaultProbabilityTermStructure> CreateVector (IEnumerable<IDefaultProbabilityTermStructure> source);
        ICoCell<IVector<ICoCell<IDefaultProbabilityTermStructure>>> CreateCellVector (IEnumerable<ICoCell<IDefaultProbabilityTermStructure>> source);
    }
}

